+338.2%
AZN vs CPRT
+368.4%
-30.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | +13.8% | +21.2% | -7.3% | +9.1% |
| 3M | +17.3% | +8.3% | +9.0% | +14.8% |
| 6M | -1.7% | -3.4% | +1.6% | -1.6% |
| YTD | +1.4% | -18.7% | +20.1% | +5.1% |
| 1Y | +5.2% | -23.5% | +28.7% | +10.5% |
| 3Y | +52.6% | -34.2% | +86.8% | +64.0% |
| 5Y | +72.9% | -18.2% | +91.1% | +72.4% |
| All | +338.2% | +368.4% | -30.3% | +201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CPRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling